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ZKB Call Warrant auf
Bayer AG

ISIN: CH1281044250 Security: 128104425 Symbol: BAY5BZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 09:13:23

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.11.2023
Key Information Document DE 21.11.2023
Key Information Document EN 21.11.2023
Key Information Document FR 21.11.2023
Key Information Document IT 21.11.2023

Price data

  Bid Ask
Price 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 09:13 29.05.24 09:13

Current data

Last price paid 0.06
Change +71.43% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume 35'000.00 Unit
Date/time 27.05.2024 17:15

Life cycle

Fixing20.12.2024
Settlement date28.11.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue n.a.
Year to date (YTD) -60.00%
1 month n.a.
3 months -14.29%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue34.29
Premiumn.a.
Premium p.a.n.a.
Leveragen.a.
Implied volatilityn.a.

Reference data

ISIN CH1281044250
Symbol BAY5BZ
Security 128104425
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Bayer N, DE000BAY0017
Underlying ISIN DE000BAY0017
Strike 36.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 21.11.2023

Key figures

Premium n.a.
Premium p.a. n.a.
Leverage n.a.
Implied volatility n.a.
Moneyness out-of-the-money
Leverage n.a.
Delta n.a.
Gamma n.a.
Theta n.a.
Rho n.a.
Vega n.a.
Fair value n.a.
Intrinsic value n.a.
Break-even n.a.
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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